| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 295862.9615 | 216119.5654 | 79743.3962 | -31195.0682 | 30321.1519 | -61516.2201 |
| Total P&L (%) | 295.863 | 216.1196 | 79.7434 | -31.1951 | 30.3212 | -61.5162 |
| Avg Daily Profit (%) | 0.1547 | 0.113 | 0.0417 | -0.0195 | 0.0138 | -0.0499 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129927 | -86273 | -122355 | -172777 | -167187 | -185980 |
| Profit Factor | 1.2635 | 1.4228 | 1.1304 | 0.9741 | 1.0565 | 0.9076 |
| Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
| Winning Trades | 135 | 68 | 67 | 135 | 68 | 67 |
| Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Profitability (%) | 60 | 60.177 | 59.8214 | 60 | 60.177 | 59.8214 |
| Ratio Avg Win / Avg Loss | 0.8423 | 0.9415 | 0.7592 | 0.6494 | 0.6991 | 0.6096 |
| Largest Winning Trade | 40783 | 40783 | 33341 | 41417 | 40612 | 41417 |
| Largest Losing Trade | -69104 | -55309 | -69104 | -85875 | -65387 | -85875 |
| Avg Bars in Trades | 100 | 89 | 111 | 100 | 89 | 111 |
| Avg Bars in Winners | 69 | 57 | 80 | 69 | 57 | 80 |
| Avg Bars in Losers | 147 | 138 | 156 | 147 | 138 | 156 |
| Bars Traded | 22621 | 10169 | 12452 | 22621 | 10169 | 12452 |
| Profit Streak | 45.9188 | 58.4188 | 45.9188 | 45.9188 | 58.4188 | 45.9188 |
| Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 342031 | -40485 | -213545 | -576704 | -334998 | -578342 |
{
"trading_pair": "SNX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22956,
"evaluation_days": 1913,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595664000000,
"last_datapoint_time": 1759615200000,
"evaluation_time": 1759622585898,
"expiration_time": 1765565395200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 191,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
295862.9615343693,
216119.5653665425,
79743.3961678267,
-31195.0682348903,
30321.1519095426,
-61516.2201444328
],
[
295.862962,
216.119565,
79.743396,
-31.195068,
30.321152,
-61.51622
],
[
0.154659,
0.112974,
0.041685,
-0.019543,
0.013845,
-0.049906
],
[
10,
10,
10,
10,
10,
10
],
[
-129927,
-86273,
-122355,
-172777,
-167187,
-185980
],
[
1.263519,
1.422768,
1.130399,
0.974069,
1.056457,
0.907622
],
[
225,
113,
112,
225,
113,
112
],
[
135,
68,
67,
135,
68,
67
],
[
90,
45,
45,
90,
45,
45
],
[
60,
60.176991,
59.821429,
60,
60.176991,
59.821429
],
[
0.842346,
0.941538,
0.759223,
0.649379,
0.699126,
0.609597
],
[
40783,
40783,
33341,
41417,
40612,
41417
],
[
-69104,
-55309,
-69104,
-85875,
-65387,
-85875
],
[
100,
89,
111,
100,
89,
111
],
[
69,
57,
80,
69,
57,
80
],
[
147,
138,
156,
147,
138,
156
],
[
22621,
10169,
12452,
22621,
10169,
12452
],
[
45.918818,
58.418818,
45.918818,
45.918818,
58.418818,
45.918818
],
[
7,
4,
3,
7,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342031,
-40485,
-213545,
-576704,
-334998,
-578342
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22956,
"evaluation_days": 1913,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595664000000,
"last_datapoint_time": 1759615200000,
"evaluation_time": 1759622585898,
"expiration_time": 1765565395200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 191,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|